On the role of Föllmer-Schweizer minimal martingale measure...

On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management

Deshpande, Amogh
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
52
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200113385
Date:
September, 2015
File:
PDF, 119 KB
english, 2015
Conversion to is in progress
Conversion to is failed